Malouf GMC has a very comprehensive online parts department with many of the exploded diagrams. I too wondered about the feasibility of dropping in the Denali HID parts if it were easy and cost-effective but I quickly found that not to be the case.
I think the Denali is awesome, but I had my own motivations for the SLT. Honestly, if you want these extra features, buy the Denali in the first place.
An OEM Denali setup would require new Headlamp housings at $1,250 a piece (somehow different than Halogen models), $225 for each ballast, $250 for each bulb. Plus who knows what else comes up, not worth the $3,500 experiment. Like I said, trade 'er in if it really means that much to you.
Personally I'm looking at the Retrofit source for genuine Philips lamps (~$215) and a high end ballast.